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MLM
Mount Lucas Management Portfolio holdings
AUM
$271M
1-Year Est. Return
25.49%
This Fund
S&P 500
This Quarter
Est. Return
+4.93%
1 Year Est. Return
+25.49%
3 Year Est. Return
+84.38%
5 Year Est. Return
+112.56%
10 Year Est. Return
+410.08%
AUM
$531M
AUM Growth
+$29.2M
(+5.8%)
Cap. Flow
+$7.25M
Cap. Flow
% of AUM
1.37%
Top 10 Holdings %
Top 10 Hldgs %
33.24%
Holding
167
New
25
Increased
70
Reduced
45
Closed
26
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
iShares MSCI Malaysia ETF
EWM
|
+$4.66M |
| 2 |
iShares MSCI Turkey ETF
TUR
|
+$4.57M |
| 3 |
iShares MSCI Philippines ETF
EPHE
|
+$4.2M |
| 4 |
iShares MSCI Mexico ETF
EWW
|
+$4.02M |
| 5 |
State Street Real Estate Select Sector SPDR ETF
XLRE
|
+$3.44M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
iShares 1-3 Year Treasury Bond ETF
SHY
|
+$8.7M |
| 2 |
iShares MSCI Brazil ETF
EWZ
|
+$4.43M |
| 3 |
Hewlett Packard
HPE
|
+$2.62M |
| 4 |
State Street Energy Select Sector SPDR ETF
XLE
|
+$1.95M |
| 5 |
RSX
VanEck Russia ETF
RSX
|
+$1.47M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Financials | 16.56% |
| 2 | Consumer Discretionary | 11.44% |
| 3 | Technology | 7.71% |
| 4 | Energy | 5.89% |
| 5 | Industrials | 4.8% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
|
26
Hewlett Packard
HPE
$63.4B
| $7.35M | 1.38% |
571,086
-188,402
| -25% | -$2.62M |
|
27
Illinois Tool Works
ITW
$82.6B
| $5.37M | 1.01% |
37,510
+172
| +0.5% | +$24K |
|
|
GREK
28
Global X MSCI Greece ETF
GREK
$300M
| $5.07M | 0.95% |
167,151
-25,753
| -13% | -$708K |
|
|
29
iShares MSCI Mexico ETF
EWW
$1.92B
| $4.89M | 0.92% |
90,627
+76,792
| +555% | +$4.02M |
|
30
iShares MSCI Taiwan ETF
EWT
$9.86B
| $4.81M | 0.91% |
134,625
-3,130
| -2% | -$107K |
|
|
31
iShares MSCI Turkey ETF
TUR
$200M
| $4.78M | 0.9% |
+115,121
| New | +$4.57M |
|
32
iShares MSCI Indonesia ETF
EIDO
$480M
| $4.74M | 0.89% |
174,262
-7,930
| -4% | -$212K |
|
33
iShares MSCI Poland ETF
EPOL
$700M
| $4.73M | 0.89% |
194,698
-17,671
| -8% | -$415K |
|
34
iShares MSCI Thailand ETF
THD
$369M
| $4.7M | 0.88% |
60,222
+739
| +1% | +$57.7K |
|
|
35
iShares MSCI Malaysia ETF
EWM
$310M
| $4.65M | 0.88% |
+146,645
| New | +$4.66M |
|
36
iShares MSCI Peru and Global Exposure ETF
EPU
$537M
| $4.64M | 0.87% |
137,049
+6,737
| +5% | +$230K |
|
37
iShares MSCI South Korea ETF
EWY
$21.9B
| $4.63M | 0.87% |
68,346
-7,847
| -10% | -$510K |
|
38
iShares China Large-Cap ETF
FXI
$4.37B
| $4.6M | 0.87% |
115,808
-995
| -0.9% | -$39K |
|
39
iShares MSCI Chile ETF
ECH
$1.01B
| $4.57M | 0.86% |
109,596
-1,149
| -1% | -$49.9K |
|
40
WisdomTree India Earnings Fund ETF
EPI
$2.06B
| $4.56M | 0.86% |
186,135
-11,399
| -6% | -$283K |
|
41
iShares MSCI South Africa ETF
EZA
$547M
| $4.45M | 0.84% |
78,452
-2,688
| -3% | -$157K |
|
42
iShares MSCI Sweden ETF
EWD
$546M
| $4.3M | 0.81% |
126,728
-6,404
| -5% | -$213K |
|
43
iShares MSCI Austria ETF
EWO
$178M
| $4.3M | 0.81% |
202,413
-29,497
| -13% | -$595K |
|
44
iShares MSCI Italy ETF
EWI
$1.01B
| $4.29M | 0.81% |
154,147
-16,476
| -10% | -$448K |
|
45
iShares MSCI Switzerland ETF
EWL
$2.19B
| $4.23M | 0.8% |
123,388
-6,613
| -5% | -$224K |
|
46
iShares MSCI France ETF
EWQ
$335M
| $4.2M | 0.79% |
146,055
-15,937
| -10% | -$453K |
|
47
iShares MSCI Germany ETF
EWG
$1.59B
| $4.2M | 0.79% |
138,673
-7,956
| -5% | -$240K |
|
48
iShares MSCI Netherlands ETF
EWN
$571M
| $4.2M | 0.79% |
145,037
-13,518
| -9% | -$386K |
|
49
iShares MSCI Spain ETF
EWP
$2.11B
| $4.19M | 0.79% |
127,658
-20,152
| -14% | -$652K |
|
50
iShares MSCI United Kingdom ETF
EWU
$4.14B
| $4.15M | 0.78% |
124,627
-1,829
| -1% | -$61.4K |
|
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Mount Lucas Management's Q2 2017 Portfolio in Review
As of Q2 2017, Mount Lucas Management held 167 positions worth $531M, up 5.8% from $502M the previous quarter. Its ten largest holdings account for 33% of the portfolio.
Mount Lucas Management's Q2 2017 filing shows 25 new, 70 increased, 45 reduced and 26 closed positions. Its largest new stake was iShares MSCI Malaysia ETF: 146,645 shares worth $4.65M. The largest sale was iShares 1-3 Year Treasury Bond ETF, an estimated $8.7M.
By sector, the portfolio is most concentrated in Financials at 17% of assets, down from 18% a quarter earlier, followed by Consumer Discretionary and Technology.
- Mount Lucas Management's largest Q2 2017 buy was iShares MSCI Malaysia ETF: 146,645 shares worth $4.65M.
- Mount Lucas Management added most to iShares MSCI Mexico ETF in Q2 2017, an estimated $4.02M increase.
- Mount Lucas Management's biggest Q2 2017 reduction was iShares 1-3 Year Treasury Bond ETF, cutting an estimated $8.7M.
- Mount Lucas Management fully exited iShares MSCI Brazil ETF in Q2 2017, selling an estimated $4.43M.
- Mount Lucas Management's ten largest holdings make up 33% of its $531M portfolio in Q2 2017.
- Mount Lucas Management opened 25 new positions and closed 26 in Q2 2017.
- Mount Lucas Management's portfolio value rose 5.8% quarter-over-quarter to $531M.
Based on Mount Lucas Management's 13F filing for Q2 2017, filed 14 Aug 2017.